Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47657.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46262.87 Kr¶

PnL: ---------------------------------------> -625.7 Kr¶

DD now: ---------------------------------> -1.999 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:51:59.823894'

Anic Portfolio¶

Today¶

Return: 0.262 %¶

This Week¶

Return: 0.262 %¶

Total¶

Return: 56.019 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -0.660000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 1.010000 649.590000 72.590000 12.580000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.190000 424.200000 69.200000 19.490000 355.000000
HMS Networks 2 0.670000 716.800000 43.800000 6.510000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Samhällsbyggnadsbo. i Norden D 12 1.570000 263.280000 17.280000 7.020000 246.000000
Intrum 4 1.580000 540.800000 13.800000 2.620000 527.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
OEM International B 7 0.260000 538.300000 10.300000 1.950000 527.999997
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Coor Service Management Hold. 8 -1.100000 540.000000 8.000000 1.500000 532.000000
Essity B 2 0.690000 580.400000 6.400000 1.110000 574.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Resurs Holding 22 -1.390000 576.840000 2.840000 0.490000 573.999998
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.410000 548.000000 2.000000 0.370000 546.000000
Midsona B 63 -1.380000 584.010000 1.010000 0.170000 582.999984
Securitas B 6 0.810000 568.200000 -1.800000 -0.320000 570.000000
Swedbank A 3 -0.320000 559.200000 -4.800000 -0.850000 564.000000
Boozt 12 -1.360000 1647.600000 -6.400000 -0.390000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -1.120000 555.450000 -6.550000 -1.170000 562.000005
CTEK 13 -0.100000 517.400000 -16.600000 -3.110000 533.999999
SAAB B 8 1.320000 3325.600000 -51.400000 -1.520000 3377.000000
International Petroleum Corp. 5 1.340000 527.500000 -67.070000 -11.280000 594.565215
Vivesto 1368 -0.360000 531.600000 -81.400000 -13.280000 612.999432
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 -1.110000 1517.400000 -146.600000 -8.810000 1663.999992
Axfood 13 -0.290000 3545.100000 -210.900000 -5.620000 3756.000001
Ovzon 52 3.650000 3104.400000 -257.600000 -7.660000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46262.870000 -625.700000 -1.99906% 46888.564618

Updated:¶

'2023-01-16 09:52:11.999672'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶